Prioritizing of volatility models: a computational analysis using data envelopment analysis

Business & Economics

• Data Envelopment Analysis 100%
• Computational Analysis 71%
• Volatility Models 57%
• Stock Market 9%
• Cluster Analysis 9%
• Akaike Information Criterion 9%
• Generalized Autoregressive Conditional Heteroskedasticity 8%
• Robustness 8%
• Economic Uncertainty 8%
• Dummy Variables 8%
• Status Quo 7%
• Economic Crisis 6%
• Regression Model 5%
• Coefficients 5%

Engineering & Materials Science

• Data envelopment analysis 67%
• Financial markets 5%